+362.4%
CFG vs SBAC
+90.7%
+271.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +1.5% | -0.8% | +2.3% | +1.7% |
| 30D | -3.8% | +6.9% | -10.8% | -5.5% |
| 3M | +11.5% | -8.2% | +19.7% | +13.6% |
| 6M | +19.2% | -1.6% | +20.8% | +18.3% |
| YTD | +23.7% | -0.1% | +23.8% | +21.7% |
| 1Y | +38.8% | -0.5% | +39.3% | +36.5% |
| 3Y | +178.9% | -9.1% | +188.0% | +175.3% |
| 5Y | +101.8% | -43.8% | +145.6% | +125.7% |
| 10Y | +317.3% | +80.5% | +236.7% | +234.5% |
| All | +362.4% | +90.7% | +271.7% | +257.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling